Remove deterministic trend (e.g. linear, polynomial, etc.) from the input time series.

## Syntax

**DETREND**(

**X**,

**Order**,

**Method**)

**X** is the univariate time series data (a one dimensional array of cells (e.g. rows or columns)).

**Order** is the time order in the data series (i.e. the first data point's corresponding date (earliest date=1 (default), latest date=0)).

Order | Description |
---|---|

1 | ascending (the first data point corresponds to the earliest date) (default) |

0 | descending (the first data point corresponds to the latest date) |

**Method** is the order of the polynomial time trend.

Order | Description |
---|---|

0 | subtracts mean (default) |

1 | constant plus trend model |

2 | constant plus trend and squared trend model |

## Remarks

- The time series is homogeneous or equally spaced.
- The time series may include missing values (e.g. #N/A) at either end.

## Files Examples

## References

- Hamilton, J .D.; Time Series Analysis , Princeton University Press (1994), ISBN 0-691-04289-6
- Tsay, Ruey S.; Analysis of Financial Time Series John Wiley & SONS. (2005), ISBN 0-471-690740

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